Functions of singular random matrices with applications

DOI10.1007/BF02595414MaRDI QIDQ820211zbMATH OpenOpenAlexFDO

Authors José A. Díaz-García, Ramón Gutiérrez-Jáimez

Publication date 6 April 2006

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02595414

zbMATH Keywords

Hausdorff measureinverse singular distributionsinverse Wishart and pseudo-Wishart singular distributionsmatrix-variate inverse beta and \(F\) distributions

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Random matrices (algebraic aspects) (15B52) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Multivariate analysis (62H99)

Recommendations

• Distribution of the generalised inverse of a random matrix and its applications
• On the Jacobians of singular matrix decomposition and its application
• A note about measures and Jacobians of singular random matrices
• Singular random matrix decompositions: Jacobians
• A note on certain singular transformations: singular beta distribution

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Cited in

(12)

• Proof of the conjectures of H. Uhlig on the singular multivariate beta and the Jacobian of a certain matrix transformation
• Simple derivations for two Jacobians of basic importance in multivariate statistics
• Singular random matrix decompositions: Jacobians
• Matrix variate Birnbaum-Saunders distribution under elliptical models
• A note about measures and Jacobians of singular random matrices
• Pseudo-inverse multivariate/matrix-variate distributions
• Distribution of the generalised inverse of a random matrix and its applications
• A note about measures, Jacobians and Moore-Penrose inverse
• scientific article; zbMATH DE number 591184 (Why is no real title available?)
• scientific article; zbMATH DE number 853700 (Why is no real title available?)
• On the importance of the Jacobian determinant in parameter inference for random parameter and random measurement error models
• Singular matrix variate Birnbaum-Saunders distribution under elliptical models

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